+500.0%
APP vs RY
+158.7%
+341.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.3% | +11.1% | +11.3% |
| 7D | +71.2% | -0.9% | +72.1% | +71.2% |
| 30D | +39.1% | +5.9% | +33.2% | +29.1% |
| 3M | +16.5% | -4.3% | +20.8% | +21.0% |
| 6M | -16.6% | +12.1% | -28.7% | -28.1% |
| YTD | -41.9% | +20.3% | -62.2% | -53.5% |
| 1Y | -37.0% | +41.0% | -78.0% | -57.8% |
| 3Y | +892.4% | +157.5% | +734.9% | +234.3% |
| 5Y | +297.3% | +123.2% | +174.1% | +60.7% |
| All | +500.0% | +158.7% | +341.4% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling